Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47353.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45958.17 Kr¶

PnL: ---------------------------------------> -930.4 Kr¶

DD now: ---------------------------------> -2.625 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:40:25.361793'

Anic Portfolio¶

Today¶

Return: -1.248 %¶

This Week¶

Return: -1.168 %¶

Total¶

Return: 55.022 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Beijer Electronics Group 26 -2.690000 3010.800000 39.800000 1.340000 2971.000006
Corem Property Group B 59 -1.800000 611.240000 34.240000 5.930000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.690000 388.200000 33.200000 9.350000 355.000000
AcadeMedia 12 -3.000000 588.960000 31.960000 5.740000 557.000004
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
SAAB B 8 -0.090000 3404.000000 27.000000 0.800000 3377.000000
Resurs Holding 22 -1.620000 599.500000 25.500000 4.440000 573.999998
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.690000 584.520000 14.520000 2.550000 570.000000
Swedbank A 3 -0.670000 577.200000 13.200000 2.340000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Intrum 4 -3.370000 527.000000 0.000000 0.000000 527.000000
Creaspac SPAC 6 -0.210000 574.200000 -2.800000 -0.490000 577.000002
Nordea Bank Abp 29 -0.180000 3448.100000 -5.900000 -0.170000 3453.999992
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Essity B 2 -0.890000 555.600000 -18.400000 -3.210000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.260000 505.700000 -28.300000 -5.300000 533.999999
Essity A 4 -1.950000 1108.000000 -41.000000 -3.570000 1149.000000
International Petroleum Corp. 5 -1.430000 550.000000 -44.570000 -7.500000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.180000 3589.300000 -166.700000 -4.440000 3756.000001
OX2 18 -2.420000 1413.000000 -251.000000 -15.080000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45958.170000 -930.400000 -2.62544% 46888.564618

Updated:¶

'2023-01-25 13:40:38.087581'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶